Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VYMI, IDVO, VTIP, BND, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Sep 8, 2022, corresponding to the inception date of IDVO
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.44% | -1.90% | -3.41% | -1.91% | 30.31% | 17.22% | 10.14% | 12.44% |
Portfolio VYMI, IDVO, VTIP, BND | 0.10% | 1.03% | 4.71% | 8.20% | 28.64% | 14.07% | — | — |
| Portfolio components: | ||||||||
VYMI Vanguard International High Dividend Yield ETF | 0.45% | 1.55% | 6.74% | 13.95% | 45.31% | 20.38% | 12.59% | 10.46% |
IDVO Amplify International Enhanced Dividend Income ETF | -0.02% | 2.33% | 8.21% | 11.98% | 51.41% | 21.84% | — | — |
BND Vanguard Total Bond Market ETF | -0.15% | -0.70% | 0.16% | 1.05% | 3.49% | 3.25% | 0.25% | 1.64% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.01% | 0.05% | 1.12% | 1.44% | 3.85% | 4.57% | 3.50% | 3.07% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 9, 2022, VYMI, IDVO, VTIP, BND's average daily return is +0.05%, while the average monthly return is +1.12%. At this rate, your investment would double in approximately 5.2 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2022 with a return of +7.8%, while the worst month was Sep 2022 at -5.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, VYMI, IDVO, VTIP, BND closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +3.9%, while the worst single day was Apr 4, 2025 at -4.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.78% | 3.18% | -3.82% | 0.70% | 4.71% | ||||||||
| 2025 | 2.80% | 2.50% | 0.69% | 1.67% | 2.59% | 2.34% | -0.42% | 3.86% | 2.24% | 0.85% | 1.52% | 1.39% | 24.32% |
| 2024 | -0.22% | 1.18% | 2.68% | -1.07% | 3.31% | -1.22% | 2.27% | 1.10% | 1.39% | -1.83% | 0.72% | -1.86% | 6.46% |
| 2023 | 5.62% | -2.78% | 1.51% | 1.05% | -2.70% | 3.82% | 2.53% | -2.39% | -1.57% | -1.68% | 5.85% | 3.00% | 12.34% |
| 2022 | -5.74% | 3.20% | 7.80% | -1.57% | 3.22% |
Benchmark Metrics
VYMI, IDVO, VTIP, BND has an annualized alpha of 7.14%, beta of 0.45, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since September 09, 2022.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (57.24%) than losses (34.65%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 7.14% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.45 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 7.14%
- Beta
- 0.45
- R²
- 0.57
- Upside Capture
- 57.24%
- Downside Capture
- 34.65%
Expense Ratio
VYMI, IDVO, VTIP, BND has an expense ratio of 0.23%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
VYMI, IDVO, VTIP, BND ranks 87 for risk / return — in the top 87% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.06 | 1.84 | +1.21 |
Sortino ratioReturn per unit of downside risk | 4.44 | 2.97 | +1.47 |
Omega ratioGain probability vs. loss probability | 1.63 | 1.40 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 3.27 | 1.82 | +1.44 |
Martin ratioReturn relative to average drawdown | 12.77 | 7.76 | +5.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 93 | 3.16 | 4.46 | 1.63 | 3.36 | 12.91 |
IDVO Amplify International Enhanced Dividend Income ETF | 94 | 3.10 | 4.27 | 1.60 | 3.53 | 13.25 |
BND Vanguard Total Bond Market ETF | 40 | 0.82 | 1.17 | 1.15 | 1.68 | 4.54 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 92 | 2.16 | 3.17 | 1.45 | 4.25 | 13.63 |
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Dividends
Dividend yield
VYMI, IDVO, VTIP, BND provided a 4.23% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.23% | 4.27% | 4.57% | 4.28% | 3.89% | 2.65% | 1.68% | 2.19% | 2.34% | 1.77% | 1.37% | 0.51% |
| Portfolio components: | ||||||||||||
VYMI Vanguard International High Dividend Yield ETF | 3.59% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
IDVO Amplify International Enhanced Dividend Income ETF | 5.48% | 5.42% | 6.14% | 5.72% | 1.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.93% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.62% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the VYMI, IDVO, VTIP, BND. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the VYMI, IDVO, VTIP, BND was 8.63%, occurring on Apr 8, 2025. Recovery took 17 trading sessions.
The current VYMI, IDVO, VTIP, BND drawdown is 3.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.63% | Mar 20, 2025 | 14 | Apr 8, 2025 | 17 | May 2, 2025 | 31 |
| -7.91% | Sep 13, 2022 | 11 | Sep 27, 2022 | 33 | Nov 11, 2022 | 44 |
| -6.76% | Feb 26, 2026 | 17 | Mar 20, 2026 | — | — | — |
| -5.84% | Aug 1, 2023 | 63 | Oct 27, 2023 | 22 | Nov 29, 2023 | 85 |
| -5.15% | Feb 2, 2023 | 29 | Mar 15, 2023 | 20 | Apr 13, 2023 | 49 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.85, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | VTIP | BND | IDVO | VYMI | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.13 | 0.20 | 0.72 | 0.66 | 0.71 |
| VTIP | 0.13 | 1.00 | 0.72 | 0.15 | 0.22 | 0.31 |
| BND | 0.20 | 0.72 | 1.00 | 0.21 | 0.28 | 0.39 |
| IDVO | 0.72 | 0.15 | 0.21 | 1.00 | 0.86 | 0.95 |
| VYMI | 0.66 | 0.22 | 0.28 | 0.86 | 1.00 | 0.95 |
| Portfolio | 0.71 | 0.31 | 0.39 | 0.95 | 0.95 | 1.00 |